Zalman has not (at least AFAIK) confirmed that the ZM80A-HP can indeed be mounted on FX-cards (or more correctly, that it can dissipate enough heat to be used on a FX).
Sometimes I wish nvidia would actually make some technical documentation easy to find, such as heat dissipation of the chips, maximum temperature etc etc. Would make life so much easier.
As for the heatsink itself, I'm have just bought one to try it out on a 9500Pro. Will see what happens, though there shouldn't be any thermal problems given that the same heatsink is used on 9700Pro in several tests (and Sapphire even manufactures one).
Returning to nvidia, ThermalTake has just released their Giant II heatsink which does contain a small fan. Overclockers Cafe (I think it was) has just tested it, but could not mount it on a FX5200. Unclear if this is an issue with other FX-cards as well.